VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 134,943
COMMITMENTS
4,002 21,965 18,417 99,006 80,600 121,425 120,982 13,518 13,961
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 5,095)
636 1,423 1,491 3,498 2,321 5,625 5,236 -531 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 16.3 13.6 73.4 59.7 90.0 89.7 10.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 30 30 22 28 56 72
Updated October 22, 2010